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Xiao, Tim


 SSRN Author Rank: 14,480 by Downloads
 

Risk Models, BMO Capital Markets


 Canada
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. Xiao, Tim's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
1,964
Total
Citations
6
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Xiao, Tim
Risk Models, BMO Capital Markets
Posted:
21 May 13
Last Revised:
13 Mar 15
1,026
(11,732)
1

2.  
A Simple and Precise Method for Pricing Convertible Bond with Credit Risk | Show Abstract | Download This Paper |
Journal of Derivatives and Hedge Hunds, Forthcoming
Number of Pages in PDF File: 25
Xiao, Tim
Risk Models, BMO Capital Markets
Posted:
27 Feb 14
371
(47,900)
 

3.  
An Efficient Lattice Algorithm for the Libor Market Model | Show Abstract | Download This Paper |
Journal of Derivatives, Forthcoming
Number of Pages in PDF File: 31
Xiao, Tim
Risk Models, BMO Capital Markets
Posted:
26 Aug 11
Last Revised:
25 Sep 11
222
(85,670)
2

4.  
Xiao, Tim
Risk Models, BMO Capital Markets
Posted:
04 Jun 13
173
(109,085)
 

5.  
Xiao, Tim
Risk Models, BMO Capital Markets
Posted:
21 Apr 14
74
(203,924)
 

6.  
Xiao, Tim
Risk Models, BMO Capital Markets
Posted:
22 May 13
52
(244,814)
2

7.  
Xiao, Tim
Risk Models, BMO Capital Markets
Posted:
22 May 13
Last Revised:
04 Jun 13
46
(260,628)
1


Records 1 - 7 of 7 matches
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